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Date/Time: Fri, 19 Apr 2024 18:37:19 +0000



Post From: Automated Trading

[2019-02-19 15:35:15]
Sawtooth - Posts: 3974
I added Daily OHLC study, it works as I need but when i run back test with this study it's very very very slow.
There is nothing inefficient about the Daily OHLC study. It must be something else. Here's a possibility:
Chart Studies: Study Calculation Precedence And Related Issues

So can I calculate Daily High and Daily Low for the previous day somehow differently?
You could use the High/Low for Time Period - Extended study.
This wouldn't fix an unrelated inefficiency problem.

You could calculate it on the spreadsheet:
O3:
=IF(INT(A3)>INT(A4),C3,MAX(C3,O4))
current day's midnight-to-midnight high
P3:
=IF(INT(A3)>INT(A4),O4,P4)
previous day's midnight-to-midnight high
Q3:
=IF(INT(A3)>INT(A4),D3,MIN(D3,Q4))
current day's midnight-to-midnight low
R3:
=IF(INT(A3)>INT(A4),Q4,R4)
previous day's midnight-to-midnight low